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ACM
AlphaCrest Capital Management Portfolio holdings
AUM
$1.64B
1-Year Est. Return
23.4%
This Fund
S&P 500
This Quarter
Est. Return
-0.05%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.64B
AUM Growth
+$488M
(+42%)
Cap. Flow
+$504M
Cap. Flow
% of AUM
30.66%
Top 10 Holdings %
Top 10 Hldgs %
5.63%
Holding
1,396
New
398
Increased
493
Reduced
344
Closed
158
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cognizant
CTSH
|
+$9.8M |
| 2 |
Starbucks
SBUX
|
+$9.67M |
| 3 |
Waste Management
WM
|
+$8.61M |
| 4 |
Coca-Cola
KO
|
+$8.59M |
| 5 |
Clorox
CLX
|
+$7.69M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$7.63M |
| 2 |
Eli Lilly
LLY
|
+$6.16M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$5.84M |
| 4 |
Altria Group
MO
|
+$5.27M |
| 5 |
SCHW
Charles Schwab
SCHW
|
+$4.51M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.39% |
| 2 | Consumer Discretionary | 14.87% |
| 3 | Financials | 14.45% |
| 4 | Industrials | 12.99% |
| 5 | Healthcare | 11.32% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
651
Vail Resorts
MTN
$5.32B
| $871K | 0.05% |
3,827
-9,617
| -72% | -$2.27M |
|
652
Teledyne Technologies
TDY
$30.4B
| $869K | 0.05% |
2,700
+1,697
| +169% | +$507K |
|
|
BDN
653
Brandywine Realty Trust
BDN
$524M
| $867K | 0.05% |
57,204
+21,312
| +59% | +$311K |
|
654
NextEra Energy
NEE
$181B
| $864K | 0.05% |
14,828
-24,864
| -63% | -$1.35M |
|
|
CDK
655
DELISTED
CDK Global, Inc.
CDK
| $860K | 0.05% |
17,876
-46,298
| -72% | -$2.22M |
|
656
Acuity Brands
AYI
$9.83B
| $852K | 0.05% |
6,324
+4,600
| +267% | +$599K |
|
657
Domino's
DPZ
$11.5B
| $852K | 0.05% |
3,485
-2,133
| -38% | -$528K |
|
658
Polaris
PII
$3.82B
| $851K | 0.05% |
9,668
+2,839
| +42% | +$246K |
|
659
Core Laboratories
CLB
$488M
| $850K | 0.05% |
18,222
+12,699
| +230% | +$590K |
|
660
Okta
OKTA
$24.7B
| $847K | 0.05% |
8,600
+1,800
| +26% | +$225K |
|
661
Supernus Pharmaceuticals
SUPN
$2.59B
| $844K | 0.05% |
30,700
+16,800
| +121% | +$498K |
|
662
Kinder Morgan
KMI
$71.7B
| $843K | 0.05% |
40,884
-43,124
| -51% | -$885K |
|
663
Seagate
STX
$194B
| $843K | 0.05% |
+15,673
| New | +$769K |
|
664
ResMed
RMD
$30.6B
| $842K | 0.05% |
+6,233
| New | +$817K |
|
|
LPT
665
DELISTED
Liberty Property Trust
LPT
| $839K | 0.05% |
+16,346
| New | +$842K |
|
666
WSFS Financial
WSFS
$4.12B
| $838K | 0.05% |
+19,000
| New | +$799K |
|
|
GCP
667
DELISTED
GCP Applied Technologies Inc.
GCP
| $837K | 0.05% |
43,500
+24,400
| +128% | +$491K |
|
|
DRE
668
DELISTED
Duke Realty Corp.
DRE
| $836K | 0.05% |
24,605
-7,389
| -23% | -$245K |
|
669
Burlington
BURL
$23.2B
| $835K | 0.05% |
+4,180
| New | +$769K |
|
|
GLUU
670
DELISTED
Glu Mobile Inc.
GLUU
| $834K | 0.05% |
167,200
+144,100
| +624% | +$824K |
|
671
American Financial Group
AFG
$11.8B
| $832K | 0.05% |
7,710
+4,095
| +113% | +$424K |
|
672
Integra LifeSciences
IART
$1.29B
| $828K | 0.05% |
13,777
+5,745
| +72% | +$342K |
|
673
Cabot Corp
CBT
$4.54B
| $825K | 0.05% |
18,198
+9,181
| +102% | +$396K |
|
674
Ryder
R
$9.83B
| $825K | 0.05% |
15,944
+5,154
| +48% | +$269K |
|
675
Yelp
YELP
$1.45B
| $821K | 0.05% |
23,631
+2,141
| +10% | +$74K |
|
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AlphaCrest Capital Management's Q3 2019 Portfolio in Review
As of Q3 2019, AlphaCrest Capital Management held 1,396 positions worth $1.64B, up 42% from $1.16B the previous quarter. Its ten largest holdings account for 5.6% of the portfolio.
AlphaCrest Capital Management deployed $504M of net new capital in Q3 2019, opening 398 new positions and adding to 493 existing holdings. Its largest new stake was Cognizant: 154,983 shares worth $9.34M.
By sector, the portfolio is most concentrated in Technology at 15% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Cisco, an estimated $7.63M trimmed.
- AlphaCrest Capital Management's largest Q3 2019 buy was Cognizant: 154,983 shares worth $9.34M.
- AlphaCrest Capital Management added most to Starbucks in Q3 2019, an estimated $9.67M increase.
- AlphaCrest Capital Management's biggest Q3 2019 reduction was Cisco, cutting an estimated $7.63M.
- AlphaCrest Capital Management fully exited Altria Group in Q3 2019, selling an estimated $5.27M.
- AlphaCrest Capital Management's ten largest holdings make up 5.6% of its $1.64B portfolio in Q3 2019.
- AlphaCrest Capital Management opened 398 new positions and closed 158 in Q3 2019.
- AlphaCrest Capital Management's portfolio value rose 42% quarter-over-quarter to $1.64B.
Based on AlphaCrest Capital Management's 13F filing for Q3 2019, filed 12 Nov 2019.